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Penalty functions with a small penalty parameter

Optimization Methods and Software, 2002
In this article, we study the nonlinear penalization of a constrained optimization problem and show that the least exact penalty parameter of an equivalent parametric optimization problem can be diminished. We apply the theory of increasing positively homogeneous (IPH) functions so as to derive a simple formula for computing the least exact penalty ...
A.M. Rubinov, X.Q. Yang, A.M. Bagirov
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Linearization and Penalty Functions

Cybernetics and Systems Analysis, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A New Exact Penalty Function

SIAM Journal on Optimization, 2003
A new approach to exact penalization of a constrained, nonlinear optimization problem is introduced. This is motivated by the desire to deal with the following list of perceived failures of other exact penalty methods: 1. nonsmoothness is avoided; 2. the penalized objective remains bounded below under mild assumptions; 3.
Huyer, Waltraud, Neumaier, Arnold
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